+269.3%
APLD vs GAP
+94.6%
+174.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.0% |
| 7D | +7.8% | -9.3% | +17.2% | +11.0% |
| 30D | -23.0% | -5.5% | -17.5% | -21.9% |
| 3M | -39.7% | +3.5% | -43.2% | -41.1% |
| 6M | -59.8% | +0.7% | -60.5% | -60.6% |
| YTD | -27.0% | -13.4% | -13.6% | -25.6% |
| 1Y | -37.3% | -7.7% | -29.7% | -37.6% |
| 3Y | +281.9% | +74.4% | +207.5% | +183.8% |
| All | +269.3% | +94.6% | +174.7% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling